[R] (no subject)
ru68y7s at myrealbox.com
Mon Jul 19 06:03:20 CEST 2004
hello R experts,
my question is regarding arma modelling and specification.
in another older, statistics package , after determining stationarity, i would try to work out the number of ar and ma lags using an lm test.
to do this i would
1. regress my dependant variable on an intercept term then
2. use LM test for serial correlation, and finally
3. use the p value of the ols residuals to get the maximum lags for the arma specification.
I am interested to know how to do this LM test in R say using a function, using perhaps the fseries package?
Thank you in advance,
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